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On the hyper-Lyapunov matrix inclusions

Research output: Contribution to journalArticlepeer-review

2 Scopus citations

Abstract

By adding a scalar parameter to the classical Lyapunov matrix inequality, the underlying structure turns to be richer: Partial order of stability sets is introduced. This is then used to improve estimates of trajectories associated with differential inclusions. Technically, the spectrum of all matrices, satisfying a given Lyapunov inequality, lies within a special disk in the right-half plane: Under inversion such a disk is mapped onto itself. As a by-product, it is shown that these disks are a natural tool to understanding the Matrix-Sign-Function iteration scheme, used in matrix computations. Hyper-Lyapunov inclusions are formulated through Matrix-Quadratic-Form Inequalities and so are the analogous Hyper-Stein sets of matrices whose spectrum lies within sub-unit disks.

Original languageEnglish
Pages (from-to)414-440
Number of pages27
JournalLinear Algebra and Its Applications
Volume694
DOIs
StatePublished - 1 Aug 2024

Keywords

  • Differential inclusion
  • Invertible disks
  • Lyapunov inclusion
  • Matrix Quadratic Form
  • Matrix Sign Function
  • Matrix-convex invertible set
  • Matrix-convex sets

ASJC Scopus subject areas

  • Algebra and Number Theory
  • Numerical Analysis
  • Geometry and Topology
  • Discrete Mathematics and Combinatorics

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